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subject:"Option pricing theory"
~isPartOf:"Journal of mathematical finance"
~subject:"Actuarial mathematics"
~subject:"Portfolio-Management"
~subject:"Wirtschaftsmathematik"
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Option pricing theory
Actuarial mathematics
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Wirtschaftsmathematik
Finanzmathematik
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Mathematical finance
7
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4
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Optionspreistheorie
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Stowe, David L.
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Journal of mathematical finance
Insurance / Mathematics & economics
39
SpringerLink / BĂĽcher
23
Wiley finance series
21
Universitext
15
Chapman & Hall/CRC financial mathematics series
13
Lecture notes in economics and mathematical systems : LNEMS
13
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12
The Frank J. Fabozzi series
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The journal of computational finance
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International journal of financial engineering
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New developments in financial modelling
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Lehrbuch
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Handbooks in economics
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Risk management in emerging markets
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Lecture notes in mathematics : a collection of informal reports and seminars
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Paris Princeton lectures on mathematical finance
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Quantitative finance
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Springer Finance
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Springer Texts in Business and Economics
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Springer eBook Collection
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Studium
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Advanced series on statistical science & applied probability
4
European journal of operational research : EJOR
4
Graduate studies in mathematics : GSM
4
Mathematical finance : an international journal of mathematics, statistics and financial theory
4
SFB 649 discussion paper
4
StudienbĂĽcher Wirtschaftsmathematik
4
Wiley series in probability and statistics
4
Working papers / Centre for Actuarial Studies, Department of Economics, The University of Melbourne
4
ASTIN bulletin : the journal of the International Actuarial Association
3
Astin bulletin : the journal of the International Actuarial Association
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Chapman & Hall / CRC financial mathematics series
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Chapman and Hall / CRC Financial Mathematics Series
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Malliavin differentiability of CEV-type Heston model
Tsumurai, Shota
- In:
Journal of mathematical finance
10
(
2020
)
1
,
pp. 173-199
Persistent link: https://www.econbiz.de/10012545592
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2
On the inverse problem of Dupire's education with nonlocal boundary and integral conditions
Guler, Coskun
;
Oban, Volkan
- In:
Journal of mathematical finance
7
(
2017
)
4
,
pp. 934-940
Persistent link: https://www.econbiz.de/10011859946
Saved in:
3
Portfolio mathematics with general linear and quadratic constraints
Stowe, David L.
- In:
Journal of mathematical finance
9
(
2019
)
4
,
pp. 675-690
Persistent link: https://www.econbiz.de/10012433449
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4
Burr distribution as an actuarial risk model and the computation of some of its actuarial quantities related to the probability of ruin
Das, Jagriti
;
Nath, Dilip C.
- In:
Journal of mathematical finance
6
(
2016
)
1
,
pp. 213-231
Persistent link: https://www.econbiz.de/10011543904
Saved in:
5
Interest rate models
Paseka, Alex
;
Koulis, Theodoro
;
Thaaneswaran, Aerambamoorthy
- In:
Journal of mathematical finance
2
(
2012
)
2
,
pp. 141-158
Persistent link: https://www.econbiz.de/10009719264
Saved in:
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